I order stuff from the US, and thanks to the brokerage fees that John mentioned, the wife and I make sure it's sent USPS or we don't bother ordering (I don't have a valid passport at the moment to pick things up). No nasty surprises that way, but we order smaller items. Anything larger (wheels, tires, etc), I'd look at the PO box idea. Is the extra time and gas spent driving to the border to pick up stuff worth it? Repeated trips if the shipment arrives in pieces at different times? I do my best to shop around and try to find a Canadian dealer first, try haggling with them a bit, then head to the US if is just isn't available.